Fractional smoothness of some stochastic integrals

被引：1
|
作者：
Xie, Peng [1 ]
Zhang, Xi Cheng [1 ]
机构：
[1] Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Peoples R China
来源：
ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2007年 / 23卷 / 06期
基金：
中国国家自然科学基金;
关键词：
fractional Sobolev space; stochastic integral; interpolation;
D O I：
10.1007/s10114-005-0859-z
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study the fractional smoothness in the sense of Malliavin calculus of stochastic integrals of the form integral(1)(0) phi(X-s)dX(s), where X-s is a semimartingale and phi belongs to some fractional Sobolev space over R.
引用
收藏
页码：1053 / 1058
页数：6
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